Texturing Mesh for Second Life
Yes you can't is the simple answer. You have to upload your textures and apply them in world. As for selecting faces, in Blender you need to assign a "material" to the parts you want to call a "face" in Second Life. If I can attach a photo you will see an object created in Blender, material slots applied (Black,red, green, yellow, blue) and, each of those are faces 0-5 on the object in SL.